Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47759.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46364.64 Kr¶

PnL: ---------------------------------------> -523.93 Kr¶

DD now: ---------------------------------> -1.79 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:10:28.395391'

Anic Portfolio¶

Today¶

Return: -0.4 %¶

This Week¶

Return: -0.32 %¶

Total¶

Return: 56.353 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -1.010000 3062.800000 91.800000 3.090000 2971.000006
SAAB B 8 1.430000 3456.000000 79.000000 2.340000 3377.000000
Boozt 12 0.210000 1700.400000 46.400000 2.810000 1653.999996
Corem Property Group B 59 -1.040000 615.960000 38.960000 6.750000 576.999999
AcadeMedia 12 -1.980000 595.200000 38.200000 6.860000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.280000 392.000000 37.000000 10.420000 355.000000
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 -0.180000 608.300000 34.300000 5.980000 573.999998
HMS Networks 2 -1.910000 697.200000 24.200000 3.600000 673.000000
Nordea Bank Abp 29 0.570000 3474.200000 20.200000 0.580000 3453.999992
Swedbank A 3 -0.340000 579.150000 15.150000 2.690000 564.000000
Securitas B 6 -0.800000 583.920000 13.920000 2.440000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.260000 540.400000 12.400000 2.350000 527.999997
Intrum 4 -1.360000 538.000000 11.000000 2.090000 527.000000
Coor Service Management Hold. 8 0.070000 542.400000 10.400000 1.950000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Handelsbanken A 5 -0.090000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.040000 560.400000 -13.600000 -2.370000 574.000000
Midsona B 63 -1.650000 564.480000 -18.520000 -3.180000 582.999984
CTEK 13 -1.510000 509.600000 -24.400000 -4.570000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 -1.340000 550.500000 -44.070000 -7.410000 594.565215
Sampo Oyj SDB 7 -0.180000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.120000 1431.900000 -232.100000 -13.950000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46364.640000 -523.930000 -1.7896% 46888.564618

Updated:¶

'2023-01-25 10:10:41.309737'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶